Mojave,
Having two railed several Lionel six axle trucks, I can tell you that although 36" wheels are correct for E unit trucks, the truck frames will sit too low and possible come in contact with rail at switches. I always use 40" wheels on these models when I convert them. Unless Lionel has made a major change in their truck design since I last saw one, their axles measure out to 5/32" in diameter on their ends. I have never replaced the original axles but drill and ream the NWSL NWSL wheels to be a press fit on the Lionel axles. Insulated wheels are made by drilling and reaming the wheels with a 0.001" undersized 1/4" reamer and pressing a piece of 1/4" Micarta rod into the wheel with Loctite 609 Retaining Compound. The Micarta plug is then center drilled, drilled an reamed in my lathe to fit the Lionel axle end.
I have converted many three rail diesel trucks in this manner and have never had one come back to me for slipping wheels. I don't think much of NWSL's plastic insulating bushings fitting in 3/32" axle ends. The wheels can be turned with a little hand pressure and although this may be fine for a car wheel, it does not bode well for a powered wheel set.
Good luck with your project.
Joe